Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-27 0.312139 0.340515 0.371325 0.407442 0.448848 0.495110 0.551100
2025-05-04 0.278739 0.315542 0.357751 0.410287 0.474708 0.552189 0.654100
2025-05-11 0.256237 0.298419 0.348904 0.414849 0.500378 0.610034 0.765610
2025-05-18 0.231774 0.275627 0.329805 0.403234 0.502763 0.637172 0.840490
2025-05-25 0.210818 0.254883 0.310722 0.388710 0.498375 0.653211 0.901129
2025-06-01 0.199237 0.244872 0.304192 0.389623 0.514448 0.699283 1.014471
2025-06-08 0.193383 0.241658 0.306061 0.401813 0.547531 0.774814 1.191079
2025-06-15 0.185437 0.234885 0.302274 0.405168 0.567287 0.831936 1.349222
2025-06-22 0.176758 0.226416 0.295306 0.402888 0.577538 0.874338 1.490003
2025-06-29 0.169008 0.218693 0.288742 0.400425 0.586874 0.916127 1.640413
2025-07-06 0.159517 0.207918 0.276959 0.388711 0.579170 0.925372 1.722407
2025-07-13 0.155075 0.204135 0.275241 0.392759 0.598917 0.989424 1.950709
2025-07-20 0.149851 0.199091 0.271533 0.393659 0.613968 1.048631 2.194720
2025-07-27 0.144760 0.193950 0.267318 0.393292 0.626576 1.105170 2.456479
2025-08-03 0.140726 0.190163 0.264938 0.395782 0.644826 1.177576 2.801053
2025-08-10 0.133886 0.181782 0.254794 0.383920 0.633570 1.180731 2.926225
2025-08-17 0.127056 0.173138 0.243809 0.369827 0.616454 1.167422 2.991147
2025-08-24 0.123714 0.169733 0.241102 0.370354 0.629229 1.229289 3.366769
2025-08-31 0.122696 0.169867 0.244133 0.381484 0.665473 1.358850 4.112388
2025-09-07 0.120177 0.167508 0.242869 0.384481 0.684531 1.447762 4.766077
2025-09-14 0.116872 0.163751 0.239047 0.382300 0.691745 1.505266 5.322875
2025-09-21 0.113738 0.160144 0.235297 0.379978 0.698364 1.562872 5.948974
2025-09-28 0.109310 0.154289 0.227434 0.369089 0.683778 1.552605 6.147812